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Editorial introduction: Heavy...
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Editors' introduction: Heavy tails and stable Paretian distributions in econometrics
Dufour, Jean-Marie
;
Kurz-Kim, Jeong-Ryeol
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10010473459
Saved in:
2
Heavy tails and stable paretian distributions in finance and macroeconomics : [... Deutsche Bundesbank Fall Conference... This conference was held in celebration of the 80th birthday of Professor Benoît B. Mandelbrot ...]
Dufour, Jean-Marie
(
contributor
); …
-
2014
Persistent link: https://www.econbiz.de/10010474569
Saved in:
3
On the properties of the coefficient of determination in regression models with infinite variance variables
Kurz-Kim, Jeong-Ryeol
;
Loretan, Mico
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 15-24
Persistent link: https://www.econbiz.de/10010473444
Saved in:
4
Monte Carlo tests with nuisance parameters : a general approach to finite-sample inference and nonstandard asymptotics
Dufour, Jean-Marie
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 443-477
Persistent link: https://www.econbiz.de/10003359541
Saved in:
5
Estimators of the disturbance variance in econometric models : small-sample bias and the existence of moments
Dufour, Jean-Marie
- In:
Journal of econometrics
37
(
1988
)
2
,
pp. 277-292
Persistent link: https://www.econbiz.de/10003533625
Saved in:
6
Sources of asymmetry in production factor dynamics
Palm, Franz C.
;
Pfann, Gerard A.
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 361-392
Persistent link: https://www.econbiz.de/10006790186
Saved in:
7
Bayesian model selection and prediction with empirical applications: Comments
Palm, Franz C.
- In:
Journal of econometrics
69
(
1995
)
1
,
pp. 333-336
Persistent link: https://www.econbiz.de/10006797923
Saved in:
8
Sources of asymmetry in production factor dynamics
Palm, Franz C.
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 361-392
Persistent link: https://www.econbiz.de/10001234533
Saved in:
9
Studying co-movements in large multivariate data prior to multivariate modelling
Cubadda, Gianluca
;
Hecq, Alain
;
Palm, Franz C.
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 25-35
Persistent link: https://www.econbiz.de/10008170384
Saved in:
10
Common cyclical features analysis in VAR models with cointegration
Hecq, Alain
;
Palm, Franz C.
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 117-142
Persistent link: https://www.econbiz.de/10007259641
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